The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| ALLY FINL INC | COM | 02005N100 | 53,543 | 2,750,000 | SH | DFND | 01 02 | 2,750,000 | 0 | 0 | |
| AMAYA INC | COM | 02314M108 | 28,429 | 1,755,689 | SH | DFND | 01 02 | 1,755,689 | 0 | 0 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.000% 8/0 | 02917TAA2 | 52,674 | 52,666,000 | PRN | DFND | 01 02 | 0 | 0 | 52,666,000 | |
| AMERICAN RLTY CAP PPTYS INC | NOTE 3.750%12/1 | 02917TAB0 | 4,601 | 4,500,000 | PRN | DFND | 01 02 | 0 | 0 | 4,500,000 | |
| ANTHEM INC | COM | 036752103 | 3,759 | 30,000 | SH | DFND | 01 02 | 30,000 | 0 | 0 | |
| BIOGEN INC | COM | 09062X103 | 3,130 | 10,000 | SH | DFND | 01 02 | 10,000 | 0 | 0 | |
| CIGNA CORPORATION | COM | 125509109 | 3,258 | 25,000 | SH | DFND | 01 02 | 25,000 | 0 | 0 | |
| CLEAR CHANNEL OUTDOOR HLDGS | CL A | 18451C109 | 642 | 110,000 | SH | DFND | 01 02 | 110,000 | 0 | 0 | |
| COTY INC | COM CL A | 222070203 | 28 | 1,102,600 | SH | Call | DFND | 01 02 | 0 | 0 | 0 |
| DELL TECHNOLOGIES INC | COM CL V | 24703L103 | 39,174 | 819,542 | SH | DFND | 01 02 | 819,542 | 0 | 0 | |
| EBAY INC | COM | 278642103 | 6,580 | 200,000 | SH | DFND | 01 02 | 200,000 | 0 | 0 | |
| FCB FINL HLDGS INC | CL A | 30255G103 | 2,747 | 71,483 | SH | DFND | 01 02 | 71,483 | 0 | 0 | |
| FMC TECHNOLOGIES INC | COM | 30249U101 | 16,556 | 558,000 | SH | DFND | 01 02 | 558,000 | 0 | 0 | |
| KLA-TENCOR CORP | COM | 482480100 | 30,324 | 435,000 | SH | DFND | 01 02 | 435,000 | 0 | 0 | |
| MOLSON COORS BREWING CO | CL B | 60871R209 | 10,321 | 94,000 | SH | DFND | 01 02 | 94,000 | 0 | 0 | |
| MONSANTO CO NEW | COM | 61166W101 | 11,242 | 110,000 | SH | DFND | 01 02 | 110,000 | 0 | 0 | |
| NQ MOBILE INC | NOTE 4.000%10/1 | 64118UAB4 | 18,240 | 19,000,000 | PRN | DFND | 01 02 | 0 | 0 | 19,000,000 | |
| PROCTER AND GAMBLE CO | COM | 742718109 | 9,154 | 101,994 | SH | DFND | 01 02 | 101,994 | 0 | 0 | |
| SINA CORP | NOTE 1.000%12/0 | 82922RAD5 | 55,724 | 55,637,000 | PRN | DFND | 01 02 | 0 | 0 | 55,637,000 | |
| SINA CORP | ORD | G81477104 | 12 | 50,000 | SH | Put | DFND | 01 02 | 0 | 0 | 50,000 |
| STARWOOD PPTY TR INC | NOTE 3.750%10/1 | 85571BAC9 | 9,752 | 9,500,000 | PRN | DFND | 01 02 | 0 | 0 | 9,500,000 | |
| SYNCHRONY FINL | COM | 87165B103 | 5,600 | 200,000 | SH | DFND | 01 02 | 200,000 | 0 | 0 | |
| TESLA MTRS INC | COM | 88160R101 | 138 | 50,000 | SH | Call | DFND | 01 02 | 0 | 0 | 0 |
| TEVA PHARMACEUTICAL INDS LTD | ADR | 881624209 | 4,601 | 100,000 | SH | DFND | 01 02 | 100,000 | 0 | 0 | |
| THE ONE GROUP HOSPITALITY IN | COM | 88338K103 | 890 | 356,000 | SH | DFND | 01 02 | 356,000 | 0 | 0 | |
| VEREIT INC | COM | 92339V100 | 21,621 | 2,085,000 | SH | DFND | 01 02 | 2,085,000 | 0 | 0 | |
| VMWARE INC | CL A COM | 928563402 | 206 | 275,000 | SH | Call | DFND | 01 02 | 0 | 0 | 0 |
| YY INC | NOTE 2.250% 4/0 | 98426TAB2 | 26,069 | 26,500,000 | PRN | DFND | 01 02 | 0 | 0 | 26,500,000 | |